更新時間: 2022年11月25日 PM 8:19:32
恒生指數期權引伸波幅分析
日期 恒指波幅指數 恒生指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/09/22 34.760% 17165.87 21.047% 19.670% +15.090% 19.670% +15.090%
30/09/22 32.660% 17222.83 20.483% 19.967% +12.693% 24.559% +8.101%
03/10/22 33.390% 17079.51 20.396% 20.314% +13.076% 24.485% +8.905%
05/10/22 29.430% 18087.97 29.639% 22.518% +6.912% 26.772% +2.658%
06/10/22 29.130% 18012.15 29.640% 24.241% +4.889% 28.621% +0.509%
07/10/22 29.940% 17740.05 29.836% 25.999% +3.941% 30.483% -0.543%
10/10/22 33.420% 17216.66 31.113% 28.125% +5.295% 32.283% +1.137%
11/10/22 35.990% 16832.36 29.883% 30.022% +5.968% 34.214% +1.776%
12/10/22 36.220% 16701.03 29.884% 30.071% +6.149% 34.023% +2.197%
13/10/22 37.720% 16389.11 29.069% 29.957% +7.763% 33.648% +4.072%
14/10/22 36.350% 16587.69 29.730% 29.936% +6.414% 33.378% +2.972%
17/10/22 35.820% 16612.90 29.768% 29.667% +6.153% 32.347% +3.473%
18/10/22 33.660% 16914.58 30.755% 29.841% +3.819% 32.292% +1.368%
19/10/22 33.500% 16511.28 31.012% 30.067% +3.433% 32.290% +1.210%
20/10/22 35.330% 16280.22 30.648% 30.383% +4.947% 32.379% +2.951%
21/10/22 35.100% 16211.12 30.279% 30.493% +4.607% 32.246% +2.854%
24/10/22 43.120% 15180.69 36.589% 31.857% +11.263% 32.903% +10.217%
25/10/22 41.210% 15165.59 36.675% 33.041% +8.169% 33.855% +7.355%
26/10/22 38.600% 15317.67 37.160% 34.270% +4.330% 34.833% +3.767%
27/10/22 36.580% 15427.94 36.112% 35.363% +1.217% 35.654% +0.926%
28/10/22 39.700% 14863.06 37.696% 36.846% +2.854% 36.846% +2.854%
31/10/22 39.470% 14687.02 37.558% 37.040% +2.430% 45.863% -6.393%
01/11/22 38.030% 15455.27 42.633% 38.232% -0.202% 47.025% -8.995%
02/11/22 36.570% 15827.17 38.257% 38.451% -1.881% 46.979% -10.409%
03/11/22 37.050% 15339.49 39.164% 39.062% -2.012% 47.404% -10.354%
04/11/22 37.740% 16161.14 44.002% 40.323% -2.583% 48.603% -10.863%
07/11/22 37.670% 16595.91 44.238% 41.659% -3.989% 49.187% -11.517%
08/11/22 36.160% 16557.31 43.883% 41.909% -5.749% 49.138% -12.978%
09/11/22 34.940% 16358.52 44.063% 43.070% -8.130% 50.145% -15.205%
10/11/22 35.920% 16081.04 44.240% 44.085% -8.165% 50.965% -15.045%
11/11/22 37.320% 17325.66 50.920% 45.469% -8.149% 52.191% -14.871%
14/11/22 37.970% 17619.71 51.092% 46.840% -8.870% 52.611% -14.641%
15/11/22 38.580% 18343.12 52.095% 48.482% -9.902% 54.057% -15.477%
16/11/22 37.970% 18256.48 51.823% 50.034% -12.064% 55.377% -17.407%
17/11/22 36.790% 18045.66 52.097% 51.606% -14.816% 56.692% -19.902%
18/11/22 34.860% 17992.54 52.178% 51.857% -16.997% 56.542% -21.682%
21/11/22 34.800% 17655.91 48.846% 51.408% -16.608% 54.786% -19.986%
22/11/22 32.820% 17424.41 49.315% 50.852% -18.032% 53.776% -20.956%
23/11/22 31.200% 17523.81 48.904% 50.268% -19.068% 52.745% -21.545%
24/11/22 30.330% 17660.90 48.689% 49.586% -19.256% 51.623% -21.293%
25/11/22 29.660% 17573.58 47.707% 48.692% -19.032% 50.292% -20.632%
國企指數期權引伸波幅分析
日期 國指波幅指數 國企指數 20天歷史波幅 5天平均數 溢價 期權引伸波幅合理值 偏高 / 偏低
29/09/22 40.020% 5912.25 22.327% 21.280% +18.740% 21.280% +18.740%
30/09/22 36.500% 5914.08 21.603% 21.484% +15.016% 26.425% +10.075%
03/10/22 37.460% 5856.82 21.406% 21.654% +15.806% 26.100% +11.360%
05/10/22 33.380% 6224.61 31.061% 23.749% +9.631% 28.235% +5.145%
06/10/22 33.070% 6185.58 31.080% 25.495% +7.575% 30.102% +2.968%
07/10/22 33.930% 6074.65 31.460% 27.322% +6.608% 32.035% +1.895%
10/10/22 37.700% 5880.71 32.876% 29.576% +8.124% 33.949% +3.751%
11/10/22 40.570% 5729.58 31.645% 31.624% +8.946% 36.040% +4.530%
12/10/22 40.590% 5692.42 31.639% 31.740% +8.850% 35.911% +4.679%
13/10/22 42.420% 5560.80 31.076% 31.739% +10.681% 35.650% +6.770%
14/10/22 40.600% 5629.30 31.738% 31.795% +8.805% 35.451% +5.149%
17/10/22 39.820% 5633.23 31.573% 31.534% +8.286% 34.383% +5.437%
18/10/22 36.160% 5756.31 32.783% 31.762% +4.398% 34.371% +1.789%
19/10/22 37.340% 5597.79 33.346% 32.103% +5.237% 34.476% +2.864%
20/10/22 39.610% 5512.30 32.805% 32.449% +7.161% 34.581% +5.029%
21/10/22 38.940% 5517.44 32.750% 32.651% +6.289% 34.529% +4.411%
24/10/22 48.450% 5114.48 40.585% 34.454% +13.996% 35.586% +12.864%
25/10/22 45.690% 5180.31 41.151% 36.127% +9.563% 37.018% +8.672%
26/10/22 42.490% 5217.54 41.432% 37.745% +4.745% 38.365% +4.125%
27/10/22 39.750% 5242.86 40.659% 39.316% +0.434% 39.639% +0.111%
28/10/22 44.370% 5028.98 42.421% 41.250% +3.120% 41.250% +3.120%
31/10/22 44.480% 4938.56 42.477% 41.628% +2.852% 51.544% -7.064%
01/11/22 42.670% 5209.60 47.538% 42.906% -0.236% 52.773% -10.103%
02/11/22 40.400% 5355.03 43.506% 43.320% -2.920% 52.927% -12.527%
03/11/22 41.750% 5170.51 44.495% 44.087% -2.337% 53.503% -11.753%
04/11/22 42.550% 5482.52 49.799% 45.563% -3.013% 54.919% -12.369%
07/11/22 42.250% 5636.21 49.937% 47.055% -4.805% 55.558% -13.308%
08/11/22 40.840% 5602.61 49.509% 47.449% -6.609% 55.634% -14.794%
09/11/22 39.510% 5534.76 49.659% 48.680% -9.170% 56.677% -17.167%
10/11/22 40.550% 5417.13 49.864% 49.754% -9.204% 57.518% -16.968%
11/11/22 42.080% 5867.31 56.772% 51.148% -9.068% 58.710% -16.630%
14/11/22 42.640% 5979.80 57.005% 52.562% -9.922% 59.038% -16.398%
15/11/22 43.230% 6269.29 58.302% 54.320% -11.090% 60.567% -17.337%
16/11/22 42.590% 6225.71 57.969% 55.982% -13.392% 61.960% -19.370%
17/11/22 41.230% 6140.57 58.290% 57.668% -16.438% 63.352% -22.122%
18/11/22 39.220% 6125.40 58.306% 57.975% -18.755% 63.213% -23.993%
21/11/22 39.290% 6001.90 54.057% 57.385% -18.095% 61.156% -21.866%
22/11/22 37.150% 5901.22 54.173% 56.559% -19.409% 59.811% -22.661%
23/11/22 35.170% 5945.11 53.890% 55.743% -20.573% 58.490% -23.320%
24/11/22 33.440% 5992.35 53.739% 54.833% -21.393% 57.085% -23.645%
25/11/22 33.280% 5971.10 52.541% 53.680% -20.400% 55.444% -22.164%